//public ResetTimeViewModel(string sourceDirectory, string symbolName, SwapCollection swapCollection)
// : this(sourceDirectory, symbolName, ResetTimeAnalysis.SideAnalyser.Both, 100, swapCollection)
//{
//}
public ResetTimeViewModel(string sourceDirectory, string symbolName, ResetTimeAnalysis.SideAnalyser sa, int notReadOnlyTimePercent, SwapCollection swapCollection)
{
this.SourceDirectory = sourceDirectory;
this.SymbolName = symbolName;
this.Side = sa;
this.NotReadOnlyTimePercent = notReadOnlyTimePercent;
this.SwapCollection = swapCollection;
}
static public double CalculateTimeOfOnePips(string sourceDirectory, string symbolName, ResetTimeAnalysis.SideAnalyser side)
{
InputData inData = new InputData();
inData.LoadFromDirectory(sourceDirectory, null);
double swap = 0;
if (ResetTimeAnalysis.SideAnalyser.Buy == side)
{
swap = inData.SwapBuy;
}
if (ResetTimeAnalysis.SideAnalyser.Sell == side)
{
swap = inData.SwapSell;
}
FuturePredictor fPredictor = new FuturePredictor(inData.Data);
List <StratergyParameterRange> ranges = new BuyLimitAndWaitConfigReader().GetRanges(new List <string>());
StrategyParameter currParam = ranges[0].GetAllParameters().Last();
IEnumerable <int> buyArray, sellArray;
ResetTimeAnalysis.CalculatePoints(currParam, inData, out buyArray, out sellArray);
string profitSymbol = ForexSuite.SymbolsManager.GetProfitSymbol(symbolName);
double coefToUSD = ForexSuite.QuotesManager.ConvertCurrency(profitSymbol, "USD", DateTime.Now.AddMonths(-7), ForexSuite.SymbolsManager.ValueFromPips(profitSymbol, 1));
ResetTimeAnalyzer rta = new ResetTimeAnalyzer(currParam["TP"], 1 / 60d, fPredictor.Bids, fPredictor.Asks, coefToUSD, swap);
if (side == SideAnalyser.Buy)
{
rta.Process(buyArray, null);
}
else
{
rta.Process(null, sellArray);
}
if (rta.RealProfit == 0)
{
throw new ApplicationException("RealProfit=0");
}
return(rta.AverageTime / rta.RealProfit);
}
